-15.3%
FPS vs GWW
+25.3%
-40.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.9% | +13.5% | +14.3% |
| 7D | +9.5% | 0.0% | +9.5% | +9.6% |
| 30D | -33.8% | +14.0% | -47.7% | -34.8% |
| 3M | -34.9% | +14.4% | -49.2% | -36.0% |
| 6M | -42.9% | +21.7% | -64.6% | -46.2% |
| All | -15.3% | +25.3% | -40.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling